+432.8%
XYL vs BWA
+170.4%
+262.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.1% |
| 7D | -5.0% | +5.7% | -10.7% | -7.0% |
| 30D | -13.2% | +1.4% | -14.6% | -13.9% |
| 3M | -3.7% | -12.1% | +8.4% | +0.2% |
| 6M | -17.7% | +28.6% | -46.3% | -26.5% |
| YTD | -21.5% | +51.1% | -72.6% | -35.7% |
| 1Y | -24.5% | +55.9% | -80.4% | -39.1% |
| 3Y | +6.9% | +70.1% | -63.2% | -19.0% |
| 5Y | -18.1% | +90.7% | -108.8% | -42.5% |
| 10Y | +134.7% | +154.0% | -19.3% | +34.5% |
| All | +432.8% | +170.4% | +262.4% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling